Anic Equity¶

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Total return since start: 0.583 %¶

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Equity now: -----------------------------> 48366.0 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 46669.37 Kr¶

PnL: ---------------------------------------> 312.37 Kr¶

DD now: ---------------------------------> -8.95 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-08-11 09:33:01.812657'

Anic Portfolio¶

Today¶

Return: -0.212 %¶

This Week¶

Return: 0.275 %¶

Total portfolio value¶

Return including deposits: 58.338 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Vitec Software Group B 2 -0.420000 1186.000000 99.000000 9.110000 1087.000000
NP3 Fastigheter 32 -1.520000 5792.000000 95.000000 1.670000 5697.000000
Lindab International 35 -0.060000 5684.000000 91.000000 1.630000 5593.000000
EnQuest PLC 2351 -0.480000 5802.270000 89.270000 1.560000 5713.000530
Tethys Oil 109 1.610000 5978.650000 67.650000 1.140000 5911.000022
Investor B 27 -0.770000 5755.050000 64.050000 1.130000 5691.000006
AQ Group 12 -0.230000 5214.000000 -49.000000 -0.930000 5262.999996
Volvo B 25 -0.180000 5675.000000 -68.000000 -1.180000 5743.000000
Volvo A 24 -0.170000 5582.400000 -76.600000 -1.350000 5659.000008
TOTAL 46669.370000 312.370000 -8.95015% 46357.000562

Updated:¶

'2023-08-11 09:33:18.594975'
None

Last optimization/rebalancing:¶

'2023-07-26'

Next optimization/rebalancing:¶

'2023-09-05'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶